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Merge branch 'develop' into test_coverage

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This commit is contained in:
kryofly
2018-01-20 21:24:28 +01:00
parent cf266a67ad d2371b5bac
commit e94e6292e9
20 changed files with 448 additions and 159 deletions
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27
freqtrade/analyze.py
View File

@@ -281,38 +281,31 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
return dataframe
# FIX: 20180109, there could be some confusion because we will make a
# boolean result (execute the action or not depending on the signal).
# But the above checks can also return False, and we hide that.
# 20180119 Update to above fix, after an code update we now return
# a tuple (buy, sell). We could take advantage of this
# To distinguish an error from an non-signal situation (False, False)
# by just returning False.
# In short, if we return False it is error, If a tuple we
# get the signal situation.
def get_signal(pair: str) -> (bool, bool):
# FIX: Maybe return False, if an error has occured,
# Otherwise we might mask an error as an non-signal-scenario
def get_signal(pair: str, interval: int) -> (bool, bool):
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT
:return: (True, False) if pair is good for buying and not for selling
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = get_ticker_history(pair)
ticker_hist = get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return (False, False)
return (False, False) # return False ?
try:
dataframe = analyze_ticker(ticker_hist)
except ValueError as ex:
logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
return (False, False)
return (False, False) # return False ?
except Exception as ex:
logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
return (False, False)
return (False, False) # return False ?
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair)
return (False, False)
return (False, False) # return False ?
latest = dataframe.iloc[-1]
@@ -320,7 +313,7 @@ def get_signal(pair: str) -> (bool, bool):
signal_date = arrow.get(latest['date'])
if signal_date < arrow.now() - timedelta(minutes=10):
logger.warning('Too old dataframe for pair %s', pair)
return (False, False)
return (False, False) # return False ?
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))

2
freqtrade/exchange/__init__.py
View File

@@ -139,7 +139,7 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
@cached(TTLCache(maxsize=100, ttl=30))
def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
return _API.get_ticker_history(pair, tick_interval)

11
freqtrade/exchange/bittrex.py
View File

@@ -122,9 +122,10 @@ class Bittrex(Exchange):
raise OperationalException('{message} params=({pair})'.format(
message=data['message'],
pair=pair))
keys = ['Bid', 'Ask', 'Last']
if not data.get('result') or\
not all(key in data.get('result', {}) for key in ['Bid', 'Ask', 'Last']):
not all(key in data.get('result', {}) for key in keys) or\
not all(data.get('result', {})[key] is not None for key in keys):
raise ContentDecodingError('{message} params=({pair})'.format(
message='Got invalid response from bittrex',
pair=pair))
@@ -141,6 +142,12 @@ class Bittrex(Exchange):
interval = 'oneMin'
elif tick_interval == 5:
interval = 'fiveMin'
elif tick_interval == 30:
interval = 'thirtyMin'
elif tick_interval == 60:
interval = 'hour'
elif tick_interval == 1440:
interval = 'Day'
else:
raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))

20
freqtrade/main.py
View File

@@ -54,14 +54,14 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
return final_list
def process_maybe_execute_buy(conf):
def process_maybe_execute_buy(conf, interval):
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if create_trade(float(conf['stake_amount'])):
if create_trade(float(_CONF['stake_amount']), interval):
return True
else:
logger.info(
@@ -74,7 +74,7 @@ def process_maybe_execute_buy(conf):
return False
def process_maybe_execute_sell(trade):
def process_maybe_execute_sell(trade, interval):
"""
Tries to execute a sell trade
:return: True if executed
@@ -87,11 +87,11 @@ def process_maybe_execute_sell(trade):
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return handle_trade(trade)
return handle_trade(trade, interval)
return False
def _process(nb_assets: Optional[int] = 0) -> bool:
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
@@ -114,10 +114,10 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
state_changed = process_maybe_execute_buy(_CONF)
state_changed = process_maybe_execute_buy(_CONF, interval)
for trade in trades:
state_changed = process_maybe_execute_sell(trade) or state_changed
state_changed |= process_maybe_execute_sell(trade, interval)
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
@@ -291,7 +291,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
return False
def handle_trade(trade: Trade) -> bool:
def handle_trade(trade: Trade, interval: int) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
@@ -319,7 +319,6 @@ def handle_trade(trade: Trade) -> bool:
if not buy and trade.calc_profit(rate=current_rate) <= 0:
return False
# Experimental: Check if sell signal has been enabled and triggered
if sell and not buy:
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
@@ -336,7 +335,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float) -> bool:
def create_trade(stake_amount: float, interval: int) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
@@ -518,6 +517,7 @@ def main(sysargv=sys.argv[1:]) -> int:
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
interval=int(_CONF.get('ticker_interval', "5"))
)
old_state = new_state
except KeyboardInterrupt:

77
freqtrade/misc.py
View File

@@ -116,6 +116,14 @@ def common_args_parser(description: str):
type=str,
metavar='PATH',
)
parser.add_argument(
'--datadir',
help='path to backtest data (default freqdata/tests/testdata)',
dest='datadir',
default=os.path.join('freqtrade', 'tests', 'testdata'),
type=str,
metavar='PATH',
)
return parser
@@ -132,14 +140,6 @@ def parse_args(args: List[str], description: str):
action='store_true',
dest='dry_run_db',
)
parser.add_argument(
'--datadir',
help='path to backtest data (default freqdata/tests/testdata',
dest='datadir',
default=os.path.join('freqtrade', 'tests', 'testdata'),
type=str,
metavar='PATH',
)
parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist \
@@ -155,51 +155,43 @@ def parse_args(args: List[str], description: str):
return parser.parse_args(args)
def build_subcommands(parser: argparse.ArgumentParser) -> None:
""" Builds and attaches all subcommands """
from freqtrade.optimize import backtesting, hyperopt
subparsers = parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
backtesting_cmd.add_argument(
def backtesting_options(parser: argparse.ArgumentParser) -> None:
parser.add_argument(
'-l', '--live',
action='store_true',
dest='live',
help='using live data',
)
backtesting_cmd.add_argument(
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
)
backtesting_cmd.add_argument(
parser.add_argument(
'--realistic-simulation',
help='uses max_open_trades from config to simulate real world limitations',
action='store_true',
dest='realistic_simulation',
)
backtesting_cmd.add_argument(
parser.add_argument(
'-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
Use it if you want to run your backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
backtesting_cmd.add_argument(
parser.add_argument(
'--export',
help='Export backtest results, argument are: trades\
Example --export trades',
Example --export=trades',
type=str,
default=None,
dest='export',
)
backtesting_cmd.add_argument(
parser.add_argument(
'--timerange',
help='Specify what timerange of data to use.',
default=None,
@@ -207,10 +199,9 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
dest='timerange',
)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
hyperopt_cmd.add_argument(
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
parser.add_argument(
'-e', '--epochs',
help='specify number of epochs (default: 100)',
dest='epochs',
@@ -218,13 +209,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
type=int,
metavar='INT',
)
hyperopt_cmd.add_argument(
parser.add_argument(
'--use-mongodb',
help='parallelize evaluations with mongodb (requires mongod in PATH)',
dest='mongodb',
action='store_true',
)
hyperopt_cmd.add_argument(
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
dest='ticker_interval',
@@ -232,7 +223,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
type=int,
metavar='INT',
)
hyperopt_cmd.add_argument(
parser.add_argument(
'--timerange',
help='Specify what timerange of data to use.',
default=None,
@@ -271,11 +262,29 @@ def parse_timerange(text):
raise Exception('Incorrect syntax for timerange "%s"' % text)
def build_subcommands(parser: argparse.ArgumentParser) -> None:
""" Builds and attaches all subcommands """
from freqtrade.optimize import backtesting, hyperopt
subparsers = parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
backtesting_options(backtesting_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
hyperopt_options(hyperopt_cmd)
# Required json-schema for user specified config
CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1},
'ticker_interval': {'type': 'string', 'enum': ['1', '5', '30', '60', '1440']},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
@@ -329,7 +338,8 @@ CONF_SCHEMA = {
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'}
'process_throttle_secs': {'type': 'number'},
'interval': {'type': 'integer'}
}
}
},
@@ -365,6 +375,7 @@ CONF_SCHEMA = {
],
'required': [
'max_open_trades',
'ticker_interval',
'stake_currency',
'stake_amount',
'fiat_display_currency',

17
freqtrade/optimize/__init__.py
View File

@@ -49,10 +49,8 @@ def load_tickerdata_file(datadir, pair, ticker_interval,
return pairdata
def load_data(datadir: str, ticker_interval: int = 5,
pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False,
timerange=None) -> Dict[str, List]:
def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
:param ticker_interval: ticker interval in minutes
@@ -66,7 +64,7 @@ def load_data(datadir: str, ticker_interval: int = 5,
# If the user force the refresh of pairs
if refresh_pairs:
logger.info('Download data for all pairs and store them in %s', datadir)
download_pairs(datadir, _pairs)
download_pairs(datadir, _pairs, ticker_interval)
for pair in _pairs:
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
@@ -96,16 +94,15 @@ def make_testdata_path(datadir: str) -> str:
'..', 'tests', 'testdata'))
def download_pairs(datadir, pairs: List[str]) -> bool:
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
"""For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs:
try:
for interval in [1, 5]:
download_backtesting_testdata(datadir, pair=pair, interval=interval)
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
except BaseException:
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
pair=pair,
interval=interval,
interval=ticker_interval,
))
return False
return True

9
freqtrade/optimize/backtesting.py
View File

@@ -176,17 +176,20 @@ def start(args):
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
ticker_interval = config.get('ticker_interval', args.ticker_interval)
logger.info('Using ticker_interval: %s ...', ticker_interval)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live:
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
data[pair] = exchange.get_ticker_history(pair, ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])

1
freqtrade/tests/conftest.py
View File

@@ -27,6 +27,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": "5",
"dry_run": True,
"minimal_roi": {
"40": 0.0,

6
freqtrade/tests/exchange/test_exchange.py
View File

@@ -200,14 +200,14 @@ def test_get_ticker(default_conf, mocker, ticker):
assert ticker['ask'] == 1
def test_get_ticker_history(mocker, ticker):
def test_get_ticker_history(default_conf, mocker, ticker):
api_mock = MagicMock()
tick = 123
api_mock.get_ticker_history = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
# retrieve original ticker
ticks = get_ticker_history(pair='BTC_ETH')
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
assert ticks == 123
# change the ticker
@@ -216,7 +216,7 @@ def test_get_ticker_history(mocker, ticker):
mocker.patch('freqtrade.exchange._API', api_mock)
# ensure caching will still return the original ticker
get_ticker_history(pair='BTC_ETH')
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
assert ticks == 123

5
freqtrade/tests/exchange/test_exchange_bittrex.py
View File

@@ -232,6 +232,11 @@ def test_exchange_bittrex_get_ticker_bad():
with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
wb.get_ticker('BTC_ETH')
fb.result = {'success': True,
'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result
with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
wb.get_ticker('BTC_ETH')
def test_exchange_bittrex_get_ticker_history_one():
wb = make_wrap_bittrex()

45
freqtrade/tests/optimize/test_optimize.py
View File

@@ -44,6 +44,23 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -52,7 +69,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -114,17 +131,28 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
@@ -140,7 +168,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, pairs=['BTC-MEME'])
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
@@ -185,10 +213,11 @@ def test_load_tickerdata_file():
assert _btc_unittest_length == len(tickerdata)
def test_init(mocker):
def test_init(default_conf, mocker):
conf = {'exchange': {'pair_whitelist': []}}
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True)
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval']))
def test_tickerdata_to_dataframe():

22
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, int(default_conf['ticker_interval']))
_status_table(bot=MagicMock(), update=update)
@@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@@ -389,7 +389,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -427,7 +427,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -454,8 +454,8 @@ def test_daily_handle(
# Reset msg_mock
msg_mock.reset_mock()
# Add two other trades
create_trade(0.001)
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
for trade in trades:
@@ -502,7 +502,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)

26
freqtrade/tests/test_analyze.py
View File

@@ -44,13 +44,13 @@ def test_returns_latest_buy_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
def test_returns_latest_sell_signal(mocker):
@@ -59,46 +59,46 @@ def test_returns_latest_sell_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
def test_get_signal_empty(mocker, caplog):
def test_get_signal_empty(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert (False, False) == get_signal('foo')
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples)
def test_get_signal_execption_valueerror(mocker, caplog):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz'))
assert (False, False) == get_signal('foo')
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples)
def test_get_signal_empty_dataframe(mocker, caplog):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert (False, False) == get_signal('xyz')
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_old_dataframe(mocker, caplog):
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert (False, False) == get_signal('xyz')
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples)
@@ -108,4 +108,4 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert get_signal('BTC-ETH') == (False, False)
assert get_signal('BTC-ETH', 5) == (False, False)

119
freqtrade/tests/test_main.py
View File

@@ -50,9 +50,9 @@ def test_main_start_hyperopt(mocker):
def test_process_maybe_execute_buy(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', return_value=True)
assert main.process_maybe_execute_buy(default_conf)
assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
mocker.patch('freqtrade.main.create_trade', return_value=False)
assert not main.process_maybe_execute_buy(default_conf)
assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
def test_process_maybe_execute_sell(default_conf, mocker):
@@ -61,17 +61,17 @@ def test_process_maybe_execute_sell(default_conf, mocker):
mocker.patch('freqtrade.exchange.get_order', return_value=1)
trade = MagicMock()
trade.open_order_id = '123'
assert not main.process_maybe_execute_sell(trade)
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert main.process_maybe_execute_sell(trade)
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
main.process_maybe_execute_buy(default_conf)
main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
tt.log_has('Unable to create trade:', caplog.record_tuples)
@@ -90,7 +90,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -116,7 +116,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert sleep_mock.has_calls()
@@ -134,7 +134,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@@ -154,12 +154,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
@@ -175,7 +175,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade is not None
@@ -205,7 +205,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
@@ -220,7 +220,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs(default_conf, ticker, mocker):
@@ -236,7 +236,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
@@ -253,7 +253,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_signal(default_conf, ticker, mocker):
@@ -267,7 +267,7 @@ def test_create_trade_no_signal(default_conf, ticker, mocker):
stake_amount = 10
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not create_trade(stake_amount)
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@@ -287,7 +287,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -296,7 +296,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@@ -321,7 +321,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
@@ -329,21 +329,21 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
@@ -351,7 +351,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
trades = Trade.query.all()
assert handle_trade(trades[0]) is True
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
@@ -367,7 +367,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
@@ -378,11 +378,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@@ -399,16 +399,16 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
value_returned = handle_trade(trade)
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval']))
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@@ -424,7 +424,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -434,7 +434,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, int(default_conf['ticker_interval']))
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@@ -600,7 +600,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -637,7 +637,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -656,7 +656,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
@@ -667,7 +667,39 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
print(rpc_mock.call_args_list[-1][0][0])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -707,12 +739,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@@ -735,12 +767,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@@ -763,12 +795,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is False
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@@ -791,10 +823,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

1
freqtrade/tests/testdata/BTC_UNITEST-30.json vendored Normal file
View File

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